the price of a stock is $110 at the beginning of the year, the risk-free rate is ned constant, continuously compounding) and a $5 dividend is to be paid after a (2) Assume that the price of a sto 5% (assumed constant, continuously month. (a) Determine the current forward price F maturing in 6 months. b) For a short position in forward maturing in 6 months, find the value of the forward after 3 months if at that time the stock price is traded at $120